IsOptionExpiry doesn't account for holidays
Author: lanatmwan
Creation Date: 10/5/2020 9:56 PM
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lanatmwan

#1
The documentation for the community extensions doesn't seem like it has been updated in a while so I was taking a look. One of the extension methods I am interested in is IsOptionExpiry but it appears to have a bug. It looks as though it doesn't take holidays into account and instead primarily just considers Fridays as expirations.

Are these community extensions open sourced somewhere so I can submit a bug fix?

and/or

Can I request an overload that accepts a bool for whether only monthly expirations should be considered?
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Eugene

#2
QUOTE:
Are these community extensions open sourced somewhere so I can submit a bug fix?

You're welcome to submit a bug fix. Yes, it's open sourced in the Wiki:

Home - Community Components

To get it, register in the Wiki and I'll entitle your new account to access this content promptly.
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Cone

#3
Are there really any Friday holidays on the 3rd Friday of the month? Have there ever been?

For weekly options, sure, but I can't think of any 3rd Friday of a month being a holiday - which doesn't mean there isn't one!
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Eugene

#4
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Cone

#5
Must be Good Friday. Thanks.
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lanatmwan

#6
How do I go about submitting a bug fix? Just attach a file to this forum post? Is there a git repo?

Also, are there any unit tests? I made some small improvements to DateTimeEx.cs but I don't have a good way to verify my changes.
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Eugene

#7
Simply create a support ticket and attach your code (in zip). Thanks!

QUOTE:
Is there a git repo?

It's a good idea. Need to investigate.
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